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st: 3SLS and discrete choise in STATA?


From   "Stephan Brunow" <Stephan.Brunow@mailbox.tu-dresden.de>
To   "STATA-List" <statalist@hsphsun2.harvard.edu>
Subject   st: 3SLS and discrete choise in STATA?
Date   Mon, 14 Nov 2005 10:40:53 +0100

Dear all,

we want to consider an equation discrete choice system in the following
way,

y1=f(x1, y2) and
y2=f(x2, y1) where 

x1 and x2 are vectors of exogenous characteristics and y1 and y2 are
multinomial and conditional logit equations.
After examining several literature, it seems to be necessary to set up a
3SLS regression. Since the discrete choice framework has to be
considered, pure 3SLS in STATA might lead to wrong results, even more it
is not appropriate. 

Is there somebody who did overcome that problem?

Thanks,

Stephan

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